Estimates of covering numbers of convex sets with slowly decaying orthogonal subsets

Covering numbers of precompact symmetric convex subsets of Hilbert spaces are investigated. Lower bounds are derived for sets containing orthogonal subsets with norms of their elements converging to zero sufficiently slowly. When these sets are convex hulls of sets with power-type covering numbers, the bounds are tight. The arguments exploit properties of generalized Hadamard matrices. The results are illustrated by examples from machine learning, neurocomputing, and nonlinear approximation.     

Asymptotic stability, ergodicity and other asymptotic properties of the nonlinear filter

In this work we study connections between various asymptotic properties of the nonlinear filter. It is assumed that the signal has a unique invariant probability measure. The key property of interest is expressed in terms of a relationship between the observation σ field and the tail σ field of the signal, in the stationary filtering problem. This property can be viewed as the permissibility of the interchange of the order of the operations of maximum and countable intersection for certain σ-fields. Under suitable conditions, it is shown that the above property is equivalent to various desirable properties of the filter such as

(a) uniqueness of invariant measure for the signal,

(b) uniqueness of invariant measure for the pair (signal, filter),

(c) a finite memory property of the filter,

(d) a property of finite time dependence between the signal and observation σ fields and

(e) asymptotic stability of the filter.

Previous works on the asymptotic stability of the filter for a variety of filtering models then identify a rich class of filtering problems for which the above equivalent properties hold.     

拟线性双曲方程组一类广义Riemann问题的整体间断解

对一阶拟线性双曲方程组一类广义Riemann问题，该文在一定条件下证明了，包含一个接触间断和一个中心波以及包含一个接触间断和一个激波的间断解的整体存在性和唯一性.     

Improved bounds for some nonstandard problems in generalized heat conduction

We consider the Maxwell-Cattaneo system of equations for generalized heat conduction where the temperature and heat flux satisfy a nonstandard auxiliary condition which prescribes a combination of their values initially and at a later time. We obtain L₂ bounds for the temperature and heat flux by means of Lagrange identities. These bounds extend the range of validity for the parameter in the nonstandard condition under a constraint on the coefficients in the differential equations.     

Does the beam width affect the generalized M factor of hard-edged diffracted beams?

A detailed study of the generalized M² factor of hard-edged diffracted beams based on the truncated second-order moments method, asymptotic analysis and self-convergent beam width approach is performed. The dependence of the generalized M² factor on the parameters characterizing the spatial profile, and beam truncation, etc. is analyzed.     

Creation, Dissipation and Recycling of Resources in Non-Equilibrium Systems

In this article, we define stochastic dynamics for a system coupled to reservoirs. The rules for forward and backward transitions are related by a generalized detailed balance identity involving the system and its reservoirs. We compare the variation of information and of entropy. We define the Carnot dissipation and prove that it can be expressed in terms of cyclic transformations. Lower bounds for partial dissipations are also studied, as well as the effect of switching off certain reservoirs. We also study the near degeneracy of the stochastic matrix, relate it to phase transitions and we show that the reduced dynamics on the set of phases is a permutation. Finally, we relate these concepts to heat, work and more generally to the dissipation and creation of resources, in general systems.     

Ergodicity for the Dissipative Boussinesq Equations with Random Forcing

We study the stationary measure for the two-dimensional Boussinesq equation with random forcing. We prove the ergodicity for the two-dimensional stochastically forced Boussinesq equation. We also study the Galerkin truncations of the three-dimensional Boussinesq equations under degenerate stochastic forcing. We follow closely the previous results on the stochastically forced Navier–Stokes equations.     

Modeling of the Kinetics of Intramolecular Processes and Transient Spectra with Allowance for Nonradiative Transitions

It has been shown that the kinetics of intramolecular processes and time-resolved spectra with allowance for the quantum beats of the resonant states of isomers or isolated subsystems of levels of one isomeric form can be described with the use of a molecular model interpreting the effect of beats as a nonradiative transition. We have obtained an expression for the nonradiative transition probability, which is directly proportional to the beat frequency and depends oscillatorily on time, thus modeling the effect of beats. The parameter of the molecular system model is the beat frequency directly related to the parameter characterizing the intramolecular interisomeric interactions (the corresponding nondiagonal element of the energy matrix) rather than the value of the nonradiative transition probability. The character of the change in the level populations and, accordingly, in the band intensities in the spectra in the proposed model is in good agreement with the experiment, including the fine structure of the time dependences — oscillations of the line intensities. In analyzing the temporal experiment with a high resolution, it is necessary to take into account the instrument function leading to quantitative and qualitative changes in the time dependences. The traditional model of nonradiative transitions with a constant probability value has a very limited range of applicability — very high beat frequencies compared to the probability of optical transitions.     

A risk model driven by Lévy processes

We present a general risk model where the aggregate claims, as well as the premium function, evolve by jumps. This is achieved by incorporating a Lévy process into the model. This seeks to account for the discrete nature of claims and asset prices. We give several explicit examples of Lévy processes that can be used to drive a risk model. This allows us to incorporate aggregate claims and premium fluctuations in the same process. We discuss important features of such processes and their relevance to risk modeling. We also extend classical results on ruin probabilities to this model. Copyright © 2003 John Wiley & Sons, Ltd.     

Duffing-van der Pol振子随机分岔的全局分析

应用广义胞映射方法研究了参激和外激共同作用的Duffing-van der Pol振子的随机分岔.以 系统参数通过某一临界值时，如果系统的随机吸引子或随机鞍的形态发生突然变化，则认为 系统发生随机分岔为定义，分析了参激强度和外激强度的变化对于随机分岔的影响.揭示了 随机分岔的发生主要是由于系统的随机吸引子与系统的随机鞍碰撞产生的.分析表明，广义 胞映射方法是分析随机分岔的有力工具，这种全局分析方法可以清晰地给出随机分岔的发生 和发展. 关键词： 随机分岔 全局分析 广义胞映射方法 随机吸引子 随机鞍